Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146327 | Journal of Multivariate Analysis | 2010 | 12 Pages |
Abstract
This paper focuses on the variable selections for semiparametric varying coefficient partially linear models when the covariates in the parametric and nonparametric components are all measured with errors. A bias-corrected variable selection procedure is proposed by combining basis function approximations with shrinkage estimations. With appropriate selection of the tuning parameters, the consistency of the variable selection procedure and the oracle property of the regularized estimators are established. A simulation study and a real data application are undertaken to evaluate the finite sample performance of the proposed method.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Peixin Zhao, Liugen Xue,